Dirichlet belief networks for topic structure learning

Recently, considerable research effort has been devoted to developing deep architectures for topic models to learn topic structures. Although several deep models have been proposed to learn better topic proportions of documents, how to leverage the benefits of deep structures for learning word distributions of topics has not yet been rigorously studied. Here we propose a new multi-layer generative process on word distributions of topics, where each layer consists of a set of topics and each topic is drawn from a mixture of the topics of the layer above. As the topics in all layers can be directly interpreted by words, the proposed model is able to discover interpretable topic hierarchies. As a self-contained module, our model can be flexibly adapted to different kinds of topic models to improve their modelling accuracy and interpretability. Extensive experiments on text corpora demonstrate the advantages of the proposed model.Comment: accepted in NIPS 201

Bayesian deep reinforcement learning via deep kernel learning

© 2018, the Authors. Reinforcement learning (RL) aims to resolve the sequential decision-making under uncertainty problem where an agent needs to interact with an unknown environment with the expectation of optimising the cumulative long-term reward. Many real-world problems could benefit from RL, e.g., industrial robotics, medical treatment, and trade execution. As a representative model-free RL algorithm, deep Q-network (DQN) has recently achieved great success on RL problems and even exceed the human performance through introducing deep neural networks. However, such classical deep neural network-based models cannot well handle the uncertainty in sequential decision-making and then limit their learning performance. In this paper, we propose a new model-free RL algorithm based on a Bayesian deep model. To be specific, deep kernel learning (i.e., a Gaussian process with deep kernel) is adopted to learn the hidden complex action-value function instead of classical deep learning models, which could encode more uncertainty and fully take advantage of the replay memory. The comparative experiments on standard RL testing platform, i.e., OpenAI-Gym, show that the proposed algorithm outweighs the DQN. Further investigations will be directed to applying RL for supporting dynamic decision-making in complex environments

Recurrent dirichlet belief networks for interpretable dynamic relational data modelling

The Dirichlet Belief Network (DirBN) has been recently proposed as a promising approach in learning interpretable deep latent representations for objects. In this work, we leverage its interpretable modelling architecture and propose a deep dynamic probabilistic framework - the Recurrent Dirichlet Belief Network (Recurrent-DBN) - to study interpretable hidden structures from dynamic relational data. The proposed Recurrent-DBN has the following merits: (1) it infers interpretable and organised hierarchical latent structures for objects within and across time steps; (2) it enables recurrent long-term temporal dependence modelling, which outperforms the one-order Markov descriptions in most of the dynamic probabilistic frameworks; (3) the computational cost scales to the number of positive links only. In addition, we develop a new inference strategy, which first upward- and-backward propagates latent counts and then downward-and-forward samples variables, to enable efficient Gibbs sampling for the Recurrent-DBN. We apply the Recurrent-DBN to dynamic relational data problems. The extensive experiment results on real-world data validate the advantages of the Recurrent-DBN over the state-of-the-art models in interpretable latent structure discovery and improved link prediction performance

Modelling multivariate discrete data with latent Gaussian processes

Multivariate count data are common in some fields, such as sports, neuroscience, and text mining. Models that can accurately perform factor analysis are required, especially for structured data, such as time-series count matrices. We present Poisson Factor Analysis using Latent Gaussian Processes, a novel method for analyzing multivariate count data. Our approach allows for non-i.i.d observations, which are linked in the latent space using a Gaussian Process. Due to an exponential non-linearity in the model, there is no closed form solution. Thus, we resort to an expectation maximization approach with a Laplace approximation for tractable inference. We present results on several data sets, both synthetic and real, of a comparison with other factor analysis methods. Our method is both qualitatively and quantitatively superior for non-i.i.d Poisson data, because the assumptions it makes are well suited for the data